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FLXT.DE vs. ITWN.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FLXT.DE vs. ITWN.L

Last updated Apr 2, 2026

Compare and contrast key facts about Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) and iShares MSCI Taiwan UCITS ETF (ITWN.L).

FLXT.DE and ITWN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLXT.DE is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Taiwan 30/18 Capped. It was launched on Mar 21, 2022. ITWN.L is a passively managed fund by iShares that tracks the performance of the MSCI Taiwan NR USD. It was launched on Oct 28, 2005. Both FLXT.DE and ITWN.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

FLXT.DE vs. ITWN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) and iShares MSCI Taiwan UCITS ETF (ITWN.L). The values are adjusted to include any dividend payments, if applicable.

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FLXT.DE vs. ITWN.L - Yearly Performance Comparison

2026 (YTD)2025202420232022
FLXT.DE
Franklin FTSE Taiwan UCITS ETF USD Capitalisation		15.53%19.89%30.42%25.56%-22.29%
ITWN.L
iShares MSCI Taiwan UCITS ETF		15.46%16.21%31.84%24.43%-21.86%
Different Trading Currencies

FLXT.DE is traded in EUR, while ITWN.L is traded in GBp. To make them comparable, the ITWN.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with FLXT.DE having a 15.53% return and ITWN.L slightly lower at 15.46%.

FLXT.DE

1D
3.86%
1M
-4.08%
YTD
15.53%
6M
22.96%
1Y
56.38%
3Y*
26.47%
5Y*
—
10Y*
—

ITWN.L

1D
4.37%
1M
-3.68%
YTD
15.46%
6M
22.08%
1Y
53.08%
3Y*
25.55%
5Y*
14.04%
10Y*
17.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Franklin FTSE Taiwan UCITS ETF USD Capitalisation

iShares MSCI Taiwan UCITS ETF

Often compared with FLXT.DE:
FLXT.DE vs. XMTW.LFLXT.DE vs. FLXI.DEFLXT.DE vs. ARGTFLXT.DE vs. DXJFLXT.DE vs. FLRA.DEFLXT.DE vs. EUPA.DEFLXT.DE vs. APXJ.DE
Often compared with ITWN.L:
ITWN.L vs. QQQITWN.L vs. SPINXITWN.L vs. TSMITWN.L vs. VTIITWN.L vs. IUIT.LITWN.L vs. IVVITWN.L vs. VWCE.DE

FLXT.DE vs. ITWN.L - Expense Ratio Comparison

FLXT.DE has a 0.19% expense ratio, which is lower than ITWN.L's 0.74% expense ratio.

ITWN.L
iShares MSCI Taiwan UCITS ETF
FLXT.DE
Franklin FTSE Taiwan UCITS ETF USD Capitalisation

Return for Risk

FLXT.DE vs. ITWN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FLXT.DE
FLXT.DE Risk / Return Rank: 9191
Overall Rank
FLXT.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FLXT.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
FLXT.DE Omega Ratio Rank: 8888
Omega Ratio Rank
FLXT.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
FLXT.DE Martin Ratio Rank: 9595
Martin Ratio Rank
ITWN.L
ITWN.L Risk / Return Rank: 9494
Overall Rank
ITWN.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ITWN.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
ITWN.L Omega Ratio Rank: 9292
Omega Ratio Rank
ITWN.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
ITWN.L Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLXT.DE vs. ITWN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) and iShares MSCI Taiwan UCITS ETF (ITWN.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

FLXT.DEITWN.LDifference

Sharpe ratio

Return per unit of total volatility

2.08

2.05

+0.03

Sortino ratio

Return per unit of downside risk

2.66

2.58

+0.08

Omega ratio

Gain probability vs. loss probability

1.38

1.36

+0.02

Calmar ratio

Return relative to maximum drawdown

3.81

4.00

-0.19

Martin ratio

Return relative to average drawdown

16.39

14.52

+1.87

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLXT.DE vs. ITWN.L - Sharpe Ratio Comparison

The current FLXT.DE Sharpe Ratio is 2.08, which is comparable to the ITWN.L Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of FLXT.DE and ITWN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

FLXT.DEITWN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

2.05

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.66

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.87

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.47

+0.23

Correlation

The correlation between FLXT.DE and ITWN.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

FLXT.DE vs. ITWN.L - Dividend Comparison

FLXT.DE has not paid dividends to shareholders, while ITWN.L's dividend yield for the trailing twelve months is around 1.30%.

TTM20252024202320222021202020192018201720162015
FLXT.DE
Franklin FTSE Taiwan UCITS ETF USD Capitalisation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ITWN.L
iShares MSCI Taiwan UCITS ETF		1.30%1.50%1.37%2.14%3.54%1.33%1.83%2.28%2.72%2.74%2.86%3.23%

Drawdowns

FLXT.DE vs. ITWN.L - Drawdown Comparison

The maximum FLXT.DE drawdown since its inception was -31.16%, smaller than the maximum ITWN.L drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for FLXT.DE and ITWN.L.

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Drawdown Indicators

FLXT.DEITWN.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.16%

-48.27%

+17.11%

Max Drawdown (1Y)

Largest decline over 1 year

-19.48%

-16.63%

-2.85%

Max Drawdown (5Y)

Largest decline over 5 years

—

-30.07%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-30.07%

—

Current Drawdown

Current decline from peak

-5.54%

-5.62%

+0.08%

Average Drawdown

Average peak-to-trough decline

-8.48%

-9.24%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.54%

-0.15%

Volatility

FLXT.DE vs. ITWN.L - Volatility Comparison

Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) and iShares MSCI Taiwan UCITS ETF (ITWN.L) have volatilities of 7.91% and 7.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FLXT.DEITWN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.91%

7.99%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

16.57%

16.90%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

27.07%

25.85%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.28%

21.17%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.28%

20.59%

+0.69%